Coming to know God's loving mercy and grace

Let us look at a person who was in God's loving mercy and grace all his life, but only came to know what that really meant later in his life, after he had been through all sorts of other things. That person is Jacob, in the Old Testament.

Some of us are younger and some of us are older; we are at many different stages in our lives. How are we to know God's loving mercy and grace for us, at whatever stage we are, and how can the story of God's dealings with Jacob help us in that?